In [1]:
require(data.table)
require(lubridate)
require(forecast)
require(skimr)
require(repr)
require(readxl)
require(ggplot2)
Zorunlu paket yükleniyor: data.table

Zorunlu paket yükleniyor: lubridate


Attaching package: ‘lubridate’


The following objects are masked from ‘package:data.table’:

    hour, isoweek, mday, minute, month, quarter, second, wday, week,
    yday, year


The following objects are masked from ‘package:base’:

    date, intersect, setdiff, union


Zorunlu paket yükleniyor: forecast

Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 

Zorunlu paket yükleniyor: skimr

Zorunlu paket yükleniyor: repr

Zorunlu paket yükleniyor: readxl

Zorunlu paket yükleniyor: ggplot2

In [2]:
house_index_data <- read_excel("Desktop/360R/house_price_index.xlsx")
house_index_data <- house_index_data[31:152, ]
house_index_data <- house_index_data[,-3]
colnames(house_index_data) <- c("Date", "House Price Index")
house_index_data$Date <- as.Date(paste(house_index_data$Date, "-01", sep = ""))
house_index_data$"House Price Index" <- as.numeric(house_index_data$"House Price Index")
initial_time <- c(year(min(house_index_data$Date)), month(min(house_index_data$Date)))
house_index_ts <- ts(house_index_data$"House Price Index", start = initial_time, frequency = 12)
house_index_ts
New names:
• `` -> `...3`
A Time Series: 11 × 12
JanFebMarAprMayJunJulAugSepOctNovDec
2014 64.1 64.8 65.7 66.8 67.5 68.2 69.3 70.2 70.9 71.5 72.4 73.1
2015 74.2 75.4 76.6 77.7 78.9 79.9 80.6 81.1 81.7 82.7 83.7 84.5
2016 85.7 86.6 87.5 88.6 89.7 90.5 91.3 92.3 92.8 93.5 94.0 94.8
2017 95.5 96.7 97.9 98.7 99.8 100.3 100.5 100.8 101.4 102.2 102.8 103.4
2018 104.1 104.8 105.7 107.1 108.6 109.1 109.3 108.7 107.8 108.5 109.2 108.0
2019 107.6 108.6 109.0 109.3 110.2 111.0 112.4 114.4 115.2 116.0 117.1 118.8
2020 120.9 123.7 125.4 127.5 135.9 139.5 141.4 144.4 146.7 149.9 152.2 154.9
2021 157.7 161.7 165.5 168.8 175.4 180.3 185.4 192.7 198.9 210.2 229.2 247.4
2022 279.9 318.0 347.7 383.0 431.1 470.0 507.8 548.2 575.0 605.8 629.2 662.7
2023 708.5 768.1 809.6 847.4 878.0 921.0 988.71043.11087.91129.51150.01163.3
20241190.01213.0
In [3]:
M1_data <- read_excel("Desktop/360R/M1.xlsx")
M1_data <- M1_data[29:150, ]
M1_data <- M1_data[,-3]
colnames(M1_data) <- c("Date", "M1")
M1_data$Date <- as.Date(paste(M1_data$Date, "-01", sep = ""))
M1_data$"M1" <- as.numeric(M1_data$"M1")
initial_time <- c(year(min(M1_data$Date)), month(min(M1_data$Date)))
M1_ts <- ts(M1_data$"M1", start = initial_time, frequency = 12)
M1_ts
New names:
• `` -> `...3`
A Time Series: 11 × 12
JanFebMarAprMayJunJulAugSepOctNovDec
2014 222778962 221554826 229538298 225530537 224382058 238150238 247677613 241878967 249785641 247424552 245494451 251991723
2015 251419161 256672749 261935572 273990507 280246416 285907662 294157799 302536632 322378630 308090197 307160179 312005973
2016 307780794 312767158 315704986 322480264 325211114 336562968 344856750 343756071 347747515 348794511 359751417 382351496
2017 376732225 377212027 401173247 419127390 411475365 421573145 419416200 433232693 434181238 429971761 437243382 449631796
2018 428232624 433707515 451583613 463082040 496312574 513594608 509485823 588067823 559184535 523005315 488062659 512524057
2019 505911428 517326639 569489652 567678259 612272035 608264637 602826683 641486805 655504373 666800207 677077915 712832597
2020 736761246 787440698 847047260100418056410490038901101587027119546371912121716231230939243127499275312560461331219863695
2021119683643311745175791221726118127448035913397136441375019253141402572914138019381461023866156652967018731670652097220269
2022211786406921844272312307772436238205302125391995852662097003273990712127754764042857946610295058965829873908333131103033
2023317375716632500315413469728070367231906235232423424180536954439012924345457529254492359898456579090846314621464757514054
202448372215175049627766
In [4]:
unemployment_rate_data <- read_excel("Desktop/360R/unemployment_rate.xlsx")
unemployment_rate_data <- unemployment_rate_data[1:122, ]
unemployment_rate_data <- unemployment_rate_data[,-3]
colnames(unemployment_rate_data) <- c("Date", "Rate")
unemployment_rate_data$Date <- as.Date(paste(unemployment_rate_data$Date, "-01", sep = ""))
unemployment_rate_data$"Rate" <- as.numeric(unemployment_rate_data$"Rate")
initial_time <- c(year(min(unemployment_rate_data$Date)), month(min(unemployment_rate_data$Date)))
unemployment_rate_ts <- ts(unemployment_rate_data$"Rate", start = initial_time, frequency = 12)
unemployment_rate_ts
New names:
• `` -> `...3`
A Time Series: 11 × 12
JanFebMarAprMayJunJulAugSepOctNovDec
201410.510.5 9.4 8.8 8.4 9.0 9.710.110.110.910.410.8
201511.911.710.4 9.6 8.9 9.610.010.010.310.510.210.9
201611.511.010.1 9.1 9.010.111.011.011.811.911.612.8
201713.512.911.710.5 9.710.410.610.610.410.510.010.3
201811.010.8 9.8 9.3 9.410.210.711.111.411.712.013.3
201915.115.013.912.912.513.414.114.214.013.312.913.6
202014.113.513.012.812.613.014.613.012.412.812.913.0
202113.414.113.112.912.410.412.112.011.110.710.911.3
202212.111.411.410.610.1 9.710.6 9.8 9.9 9.9 9.910.4
202310.310.710.210.0 8.8 9.0 9.7 9.2 8.9 8.2 8.8 8.9
2024 9.8 9.7

Needed data manipulation for independent variables:

In [5]:
satılık_ev_data = fread("Desktop/360R/satılık_ev.csv")
colnames(satılık_ev_data) <- c("Date", "Amount")
satılık_ev_data$Date <- as.Date(paste(satılık_ev_data$Date, "-01", sep = ""))
satılık_ev_data <- satılık_ev_data[satılık_ev_data$Date >= as.Date("2014-01-01") & satılık_ev_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(satılık_ev_data$Date)), month(min(satılık_ev_data$Date)))
satılık_ev_ts <- ts(satılık_ev_data$Amount, start = initial_time, frequency = 12)

konut_kredisi_data = fread("Desktop/360R/konut_kredisi.csv")
colnames(konut_kredisi_data) <- c("Date", "Amount")
konut_kredisi_data$Date <- as.Date(paste(konut_kredisi_data$Date, "-01", sep = ""))
konut_kredisi_data <- konut_kredisi_data[konut_kredisi_data$Date >= as.Date("2014-01-01") & konut_kredisi_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(konut_kredisi_data$Date)), month(min(konut_kredisi_data$Date)))
konut_kredisi_ts <- ts(konut_kredisi_data$Amount, start = initial_time, frequency = 12)

faiz_data = fread("Desktop/360R/faiz.csv")
colnames(faiz_data) <- c("Date", "Amount")
faiz_data$Date <- as.Date(paste(faiz_data$Date, "-01", sep = ""))
faiz_data <- faiz_data[faiz_data$Date >= as.Date("2014-01-01") & faiz_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(faiz_data$Date)), month(min(faiz_data$Date)))
faiz_ts <- ts(faiz_data$"Amount", start = initial_time, frequency = 12)

enflasyon_data = fread("Desktop/360R/enflasyon.csv")
colnames(enflasyon_data) <- c("Date", "Amount")
enflasyon_data$Date <- as.Date(paste(enflasyon_data$Date, "-01", sep = ""))
enflasyon_data <- enflasyon_data[enflasyon_data$Date >= as.Date("2014-01-01") & enflasyon_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(enflasyon_data$Date)), month(min(enflasyon_data$Date)))
enflasyon_ts <- ts(enflasyon_data$Amount, start = initial_time, frequency = 12)

darphane_data = fread("Desktop/360R/darphane.csv")
colnames(darphane_data) <- c("Date", "Amount")
darphane_data$Date <- as.Date(paste(darphane_data$Date, "-01", sep = ""))
darphane_data <- darphane_data[darphane_data$Date >= as.Date("2014-01-01") & darphane_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(darphane_data$Date)), month(min(darphane_data$Date)))
darphane_ts <- ts(darphane_data$Amount, start = initial_time, frequency = 12)

altın_data = fread("Desktop/360R/altın.csv")
colnames(altın_data) <- c("Date", "Amount")
altın_data$Date <- as.Date(paste(altın_data$Date, "-01", sep = ""))
altın_data <- altın_data[altın_data$Date >= as.Date("2014-01-01") & altın_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(altın_data$Date)), month(min(altın_data$Date)))
altın_ts <- ts(altın_data$Amount, start = initial_time, frequency = 12)

salgın_hastalık_data = fread("Desktop/360R/salgın_hastalık.csv")
colnames(salgın_hastalık_data) <- c("Date", "Amount")
salgın_hastalık_data$Date <- as.Date(paste(salgın_hastalık_data$Date, "-01", sep = ""))
salgın_hastalık_data <- salgın_hastalık_data[salgın_hastalık_data$Date >= as.Date("2014-01-01") & salgın_hastalık_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(salgın_hastalık_data$Date)), month(min(salgın_hastalık_data$Date)))
salgın_hastalık_ts <- ts(salgın_hastalık_data$Amount, start = initial_time, frequency = 12)

işsizlik_sigortası_data = fread("Desktop/360R/işsizlik_sigortası.csv")
colnames(işsizlik_sigortası_data) <- c("Date", "Amount")
işsizlik_sigortası_data$Date <- as.Date(paste(işsizlik_sigortası_data$Date, "-01", sep = ""))
işsizlik_sigortası_data <- işsizlik_sigortası_data[işsizlik_sigortası_data$Date >= as.Date("2014-01-01") & işsizlik_sigortası_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(işsizlik_sigortası_data$Date)), month(min(işsizlik_sigortası_data$Date)))
işsizlik_sigortası_ts <- ts(işsizlik_sigortası_data$Amount, start = initial_time, frequency = 12)

iş_ilanları_data = fread("Desktop/360R/iş_ilanları.csv")
colnames(iş_ilanları_data) <- c("Date", "Amount")
iş_ilanları_data$Date <- as.Date(paste(iş_ilanları_data$Date, "-01", sep = ""))
iş_ilanları_data <- iş_ilanları_data[iş_ilanları_data$Date >= as.Date("2014-01-01") & iş_ilanları_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(iş_ilanları_data$Date)), month(min(iş_ilanları_data$Date)))
iş_ilanları_ts <- ts(iş_ilanları_data$Amount, start = initial_time, frequency = 12)

işsizlik_data = fread("Desktop/360R/işsizlik.csv")
colnames(işsizlik_data) <- c("Date", "Amount")
işsizlik_data$Date <- as.Date(paste(işsizlik_data$Date, "-01", sep = ""))
işsizlik_data <- işsizlik_data[işsizlik_data$Date >= as.Date("2014-01-01") & işsizlik_data$Date <= as.Date("2024-02-01")]
initial_time <- c(year(min(işsizlik_data$Date)), month(min(işsizlik_data$Date)))
işsizlik_ts <- ts(işsizlik_data$Amount, start = initial_time, frequency = 12)

autoplot(satılık_ev_ts)
autoplot(konut_kredisi_ts)
autoplot(faiz_ts)
autoplot(enflasyon_ts)
autoplot(darphane_ts)
autoplot(altın_ts)
autoplot(salgın_hastalık_ts)
autoplot(işsizlik_sigortası_ts)
autoplot(iş_ilanları_ts)
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'altın_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'salgın_hastalık_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c5>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <9f>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c5>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <9f>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'işsizlik_sigortası_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c5>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <9f>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c5>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <9f>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call.graphics(C_text, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'iş_ilanları_ts' in 'mbcsToSbcs': dot substituted for <b1>”

House Price Index Amount Model:

In [6]:
autoplot(house_index_ts) + ggtitle("House Price Index vs Time") + xlab("Year") + ylab("House Price Index")
In [7]:
ggAcf(house_index_ts, lag.max = 120)
ggAcf(house_index_ts)
In [8]:
df_house_index <- cbind(house_index_data[,-1], satılık_ev_data$Amount, konut_kredisi_data$Amount, faiz_data$Amount)
df_house_index
A data.frame: 122 × 4
House Price Indexsatılık_ev_data$Amountkonut_kredisi_data$Amountfaiz_data$Amount
<dbl><int><int><int>
64.123 919
64.823 919
65.721 715
66.821 817
67.522 816
68.222 816
69.322 915
70.2261015
70.9241015
71.524 813
72.425 815
73.122 816
74.223 917
75.4291119
76.6291017
77.727 815
78.925 813
79.924 814
80.629 713
81.131 915
81.726 816
82.725 714
83.7271121
84.527 922
85.727 817
86.631 918
87.533 921
88.6331223
89.7321021
90.5291019
⋮⋮⋮⋮
198.94515 54
210.24321 58
229.24521 75
247.44720 80
279.94616 58
318.04616 47
347.74916 57
383.04815 46
431.15544 70
470.05021 58
507.85016 57
548.24714 52
575.04015 57
605.83512 51
629.23211 54
662.73513 50
708.54757 62
768.15317 46
809.64316 56
847.43814 51
878.03414 54
921.03714100
988.74417 88
1043.14117 76
1087.93517 96
1129.53014 83
1150.02711 81
1163.32810 94
1190.02912 73
1213.02613 65
In [9]:
require(GGally)
ggpairs(df_house_index)
Zorunlu paket yükleniyor: GGally

Registered S3 method overwritten by 'GGally':
  method from   
  +.gg   ggplot2

Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <c4>”
Warning message in grid.Call(C_textBounds, as.graphicsAnnot(x$label), x$x, x$y, :
“conversion failure on 'satılık_ev_data$Amount' in 'mbcsToSbcs': dot substituted for <b1>”
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In [10]:
tslm_house_index_1 <- tslm(house_index_ts ~ satılık_ev_ts + konut_kredisi_ts + faiz_ts)
tslm_house_index_2 <- tslm(house_index_ts ~ konut_kredisi_ts + faiz_ts)
tslm_house_index_3 <- tslm(house_index_ts ~ faiz_ts)

summary(tslm_house_index_1)
summary(tslm_house_index_2)
summary(tslm_house_index_3)
Call:
tslm(formula = house_index_ts ~ satılık_ev_ts + konut_kredisi_ts + 
    faiz_ts)

Residuals:
    Min      1Q  Median      3Q     Max 
-564.78 -110.08   10.81   49.84  675.45 

Coefficients:
                 Estimate Std. Error t value Pr(>|t|)    
(Intercept)      -96.4869    67.6589  -1.426    0.156    
satılık_ev_ts      1.4166     2.1740   0.652    0.516    
konut_kredisi_ts  -8.8782     2.1122  -4.203 5.14e-05 ***
faiz_ts           10.9634     0.9442  11.612  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 206.2 on 118 degrees of freedom
Multiple R-squared:  0.5401,	Adjusted R-squared:  0.5284 
F-statistic: 46.19 on 3 and 118 DF,  p-value: < 2.2e-16
Call:
tslm(formula = house_index_ts ~ konut_kredisi_ts + faiz_ts)

Residuals:
    Min      1Q  Median      3Q     Max 
-578.20 -109.87   10.74   47.25  662.13 

Coefficients:
                 Estimate Std. Error t value Pr(>|t|)    
(Intercept)      -61.5598    41.1878  -1.495    0.138    
konut_kredisi_ts  -8.0424     1.6741  -4.804 4.58e-06 ***
faiz_ts           11.0305     0.9363  11.781  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 205.7 on 119 degrees of freedom
Multiple R-squared:  0.5384,	Adjusted R-squared:  0.5307 
F-statistic:  69.4 on 2 and 119 DF,  p-value: < 2.2e-16
Call:
tslm(formula = house_index_ts ~ faiz_ts)

Residuals:
    Min      1Q  Median      3Q     Max 
-558.21 -127.84   14.37   57.71  739.54 

Coefficients:
             Estimate Std. Error t value Pr(>|t|)    
(Intercept) -122.5224    42.6369  -2.874   0.0048 ** 
faiz_ts        9.1690     0.9274   9.887   <2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 223.8 on 120 degrees of freedom
Multiple R-squared:  0.4489,	Adjusted R-squared:  0.4443 
F-statistic: 97.74 on 1 and 120 DF,  p-value: < 2.2e-16
In [11]:
CV_data <- data.frame(rbind(CV(tslm_house_index_1), CV(tslm_house_index_2), CV(tslm_house_index_3)))
CV_data
A data.frame: 3 × 5
CVAICAICcBICAdjR2
<dbl><dbl><dbl><dbl><dbl>
46913.561306.1351306.6521320.1550.5283751
46204.491304.5731304.9151315.7890.5306556
51667.921324.1991324.4021332.6110.4443005
In [12]:
autoplot(house_index_ts, series = "Actual Data") + 
  autolayer(fitted(tslm_house_index_2), series = "Model Result")
In [13]:
checkresiduals(tslm_house_index_1)
checkresiduals(tslm_house_index_2)
checkresiduals(tslm_house_index_3)
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 97.864, df = 24, p-value = 6.935e-11
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 97.904, df = 24, p-value = 6.826e-11
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 105.46, df = 24, p-value = 3.47e-12
In [14]:
df_house_index[,"Residuals"] <- as.numeric(residuals(tslm_house_index_2))
ggplot(df_house_index, aes(x = fitted(tslm_house_index_2), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.

Money Supply Model:

In [15]:
autoplot(M1_ts) + ggtitle("Money Supply vs Time") + xlab("Year") + ylab("Money Supply")
In [16]:
ggAcf(M1_ts, lag.max = 120)
ggAcf(M1_ts)
In [17]:
df_M1 <- cbind(M1_data[,-1], faiz_data$Amount, enflasyon_data$Amount, darphane_data$Amount, altın_data$Amount)
df_M1
A data.frame: 122 × 5
M1faiz_data$Amountenflasyon_data$Amountdarphane_data$Amountaltın_data$Amount
<dbl><int><int><int><int>
22277896219 9 712
22155482619 5 810
22953829815 4 7 9
22553053717 5 9 8
22438205816 5 9 7
23815023816 5 9 8
24767761315 510 7
24187896715 3 9 7
24978564115 310 7
24742455213 411 6
24549445115 410 9
25199172316 5 8 8
25141916117 9 910
25667274919 6 910
26193557217 610 8
27399050715 5 9 8
28024641613 7 7 6
28590766214 9 6 7
29415779913 7 7 8
30253663215 4 610
32237863016 4 6 7
30809019714 4 7 6
30716017921 611 9
31200597322 9 8 7
3077807941713 6 7
31276715818 5 910
31570498621 5 8 8
32248026423 5 7 7
32521111421 5 7 9
33656296819 5 6 8
⋮⋮⋮⋮⋮
1461023866 5417 16 25
1566529670 5825 14 38
1873167065 7538 19 65
2097220269 8056 19100
2117864069 5866 21 44
2184427231 4738 21 47
2307772436 5742 23 50
2382053021 4653 16 31
2539199585 7076 14 45
2662097003 5874 15 52
2739907121 5758 16 42
2775476404 5236 18 39
2857946610 5740 16 39
2950589658 5140 14 35
2987390833 5442 49 36
3131103033 5054 37 34
3173757166 6241 36 42
3250031541 4624 30 30
3469728070 5624 28 42
3672319062 5126 28 40
3523242342 5426 38 49
418053695410035 46 56
4390129243 8847 29 48
4545752925 7627 36 38
4492359898 9635 28 32
4565790908 8329100 40
4631462146 8138 65 34
4757514054 9445 49 35
4837221517 7343 35 29
5049627766 6530 33 26
In [18]:
require(GGally)
ggpairs(df_M1)
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In [19]:
require(zoo)
M1_lag1dif <- diff(zoo(M1_data$M1),lag=1,differences = 1,na.pad = TRUE)
faiz_data_lag1dif <- diff(zoo(faiz_data$Amount),lag=1,differences = 1,na.pad = TRUE)
enflasyon_data_lag1_dif <- diff(zoo(enflasyon_data$Amount),lag=1,differences = 1,na.pad = TRUE)

df_M1_lag1 <- cbind(M1_lag1dif, faiz_data_lag1dif, enflasyon_data_lag1_dif, darphane_data$Amount, altın_data$Amount)
ggpairs(df_M1_lag1)
Zorunlu paket yükleniyor: zoo


Attaching package: ‘zoo’


The following objects are masked from ‘package:data.table’:

    yearmon, yearqtr


The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric


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In [20]:
tslm_M1_1 <- tslm(M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts + altın_ts)
tslm_M1_2 <- tslm(M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts)
tslm_M1_3 <- tslm(M1_ts ~ enflasyon_ts + darphane_ts)
summary(tslm_M1_1)
summary(tslm_M1_2)
summary(tslm_M1_3)
Call:
tslm(formula = M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts + 
    altın_ts)

Residuals:
       Min         1Q     Median         3Q        Max 
-2.101e+09 -3.856e+08  6.162e+07  1.962e+08  2.554e+09 

Coefficients:
               Estimate Std. Error t value Pr(>|t|)    
(Intercept)  -613195874  127466409  -4.811 4.53e-06 ***
faiz_ts        11854213    4671710   2.537   0.0125 *  
enflasyon_ts   23299524    5698982   4.088 8.00e-05 ***
darphane_ts    43165538    5579745   7.736 3.98e-12 ***
altın_ts        8265582    6046416   1.367   0.1742    
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 662400000 on 117 degrees of freedom
Multiple R-squared:   0.75,	Adjusted R-squared:  0.7414 
F-statistic: 87.74 on 4 and 117 DF,  p-value: < 2.2e-16
Call:
tslm(formula = M1_ts ~ faiz_ts + enflasyon_ts + darphane_ts)

Residuals:
       Min         1Q     Median         3Q        Max 
-2.066e+09 -3.793e+08  6.262e+07  1.913e+08  2.470e+09 

Coefficients:
               Estimate Std. Error t value Pr(>|t|)    
(Intercept)  -606002904  127825722  -4.741 6.00e-06 ***
faiz_ts        14144476    4376990   3.232   0.0016 ** 
enflasyon_ts   26342318    5265606   5.003 1.99e-06 ***
darphane_ts    44715340    5483430   8.155 4.25e-13 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 664800000 on 118 degrees of freedom
Multiple R-squared:  0.746,	Adjusted R-squared:  0.7395 
F-statistic: 115.5 on 3 and 118 DF,  p-value: < 2.2e-16
Call:
tslm(formula = M1_ts ~ enflasyon_ts + darphane_ts)

Residuals:
       Min         1Q     Median         3Q        Max 
-2.502e+09 -2.761e+08 -3.878e+07  1.683e+08  2.571e+09 

Coefficients:
               Estimate Std. Error t value Pr(>|t|)    
(Intercept)  -374645564  110016673  -3.405 0.000902 ***
enflasyon_ts   37138442    4228456   8.783 1.41e-14 ***
darphane_ts    52701533    5085463  10.363  < 2e-16 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 690700000 on 119 degrees of freedom
Multiple R-squared:  0.7235,	Adjusted R-squared:  0.7189 
F-statistic: 155.7 on 2 and 119 DF,  p-value: < 2.2e-16
In [21]:
CV_data <- data.frame(rbind(CV(tslm_M1_1), CV(tslm_M1_2), CV(tslm_M1_3)))
CV_data
A data.frame: 3 × 5
CVAICAICcBICAdjR2
<dbl><dbl><dbl><dbl><dbl>
5.077549e+174962.8554963.5864979.6790.7414411
4.935865e+174962.7894963.3064976.8090.7395375
5.299412e+174971.1344971.4764982.3500.7188692
In [22]:
autoplot(M1_ts, series = "Actual Data") + 
  autolayer(fitted(tslm_M1_1), series = "Model Result")
In [23]:
checkresiduals(tslm_M1_1)
checkresiduals(tslm_M1_2)
checkresiduals(tslm_M1_3)
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 91.051, df = 24, p-value = 9.651e-10
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 87.525, df = 24, p-value = 3.688e-09
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 80.951, df = 24, p-value = 4.289e-08
In [24]:
df_M1[,"Residuals"] <- as.numeric(residuals(tslm_M1_1))
ggplot(df_M1, aes(x = M1, y = Residuals)) + geom_point()
ggplot(df_M1, aes(x = fitted(tslm_M1_1), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.

Unemployment Rate Model:

In [25]:
autoplot(unemployment_rate_ts) + ggtitle("Unemployment Rate vs Time") + xlab("Year") + ylab("Unemployment Rate")
In [26]:
ggAcf(unemployment_rate_ts, lag.max = 120)
ggAcf(unemployment_rate_ts)
In [27]:
df_unemployment_rate <- cbind(unemployment_rate_data[,-1], iş_ilanları_data$Amount, enflasyon_data$Amount, işsizlik_sigortası_data$Amount, salgın_hastalık_data$Amount, işsizlik_data$Amount)
df_unemployment_rate
A data.frame: 122 × 6
Rateiş_ilanları_data$Amountenflasyon_data$Amountişsizlik_sigortası_data$Amountsalgın_hastalık_data$Amountişsizlik_data$Amount
<dbl><int><int><int><int><int>
10.545 914718
10.546 515322
9.440 413316
8.840 513418
8.439 512417
9.045 514319
9.744 512319
10.146 312517
10.151 314420
10.947 412418
10.452 415321
10.850 513221
11.952 916124
11.755 614322
10.451 612422
9.646 513220
8.944 713321
9.655 912323
10.052 713221
10.056 412221
10.353 410320
10.558 411321
10.253 613324
10.954 914324
11.5551317440
11.062 516238
10.158 512234
9.155 512332
9.055 512328
10.160 513329
⋮⋮⋮⋮⋮⋮
11.16417 52826
10.75725 6 625
10.95138 7 325
11.34856 7 635
12.15666 9 643
11.45938 7 539
11.45842 8 534
10.64853 7 534
10.15276 7 728
9.76074 7 534
10.65758 6 539
9.85936 8 336
9.95940 7 433
9.95740 7 431
9.95342 6 830
10.45154 91339
10.35641 81042
10.75524 61034
10.25624 8 634
10.0452610 631
8.84726 6 430
9.0493510 638
9.76047 7 638
9.25527 6 734
8.95735 71335
8.24929 61133
8.84738 6 831
8.94445 71636
9.84943 72942
9.7453010 938
In [28]:
require(GGally)
ggpairs(df_unemployment_rate)
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In [29]:
tslm_unemployment_rate_1 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + salgın_hastalık_ts + işsizlik_sigortası_ts + işsizlik_ts)
tslm_unemployment_rate_2 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + salgın_hastalık_ts + işsizlik_ts)
tslm_unemployment_rate_3 <- tslm(unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + işsizlik_ts)
summary(tslm_unemployment_rate_1)
summary(tslm_unemployment_rate_2)
summary(tslm_unemployment_rate_3)
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + 
    salgın_hastalık_ts + işsizlik_sigortası_ts + işsizlik_ts)

Residuals:
     Min       1Q   Median       3Q      Max 
-2.17093 -0.80596 -0.08229  0.68503  3.06319 

Coefficients:
                       Estimate Std. Error t value Pr(>|t|)    
(Intercept)            6.108889   0.667855   9.147 2.36e-15 ***
iş_ilanları_ts         0.063310   0.008408   7.530 1.20e-11 ***
enflasyon_ts          -0.017956   0.008110  -2.214 0.028784 *  
salgın_hastalık_ts     0.023155   0.011965   1.935 0.055392 .  
işsizlik_sigortası_ts -0.016515   0.041892  -0.394 0.694140    
işsizlik_ts            0.046211   0.013285   3.478 0.000711 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.124 on 116 degrees of freedom
Multiple R-squared:  0.5313,	Adjusted R-squared:  0.5111 
F-statistic:  26.3 on 5 and 116 DF,  p-value: < 2.2e-16
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + 
    salgın_hastalık_ts + işsizlik_ts)

Residuals:
    Min      1Q  Median      3Q     Max 
-2.1160 -0.8259 -0.1021  0.6669  3.1330 

Coefficients:
                    Estimate Std. Error t value Pr(>|t|)    
(Intercept)         5.936762   0.503535  11.790  < 2e-16 ***
iş_ilanları_ts      0.063780   0.008293   7.691 5.04e-12 ***
enflasyon_ts       -0.016136   0.006644  -2.429 0.016678 *  
salgın_hastalık_ts  0.023802   0.011809   2.016 0.046132 *  
işsizlik_ts         0.044248   0.012273   3.605 0.000459 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.12 on 117 degrees of freedom
Multiple R-squared:  0.5307,	Adjusted R-squared:  0.5147 
F-statistic: 33.08 on 4 and 117 DF,  p-value: < 2.2e-16
Call:
tslm(formula = unemployment_rate_ts ~ iş_ilanları_ts + enflasyon_ts + 
    işsizlik_ts)

Residuals:
    Min      1Q  Median      3Q     Max 
-2.0833 -0.8053 -0.0648  0.5990  3.1677 

Coefficients:
                Estimate Std. Error t value Pr(>|t|)    
(Intercept)     6.042571   0.507249  11.912  < 2e-16 ***
iş_ilanları_ts  0.057940   0.007871   7.361 2.66e-11 ***
enflasyon_ts   -0.018134   0.006655  -2.725  0.00741 ** 
işsizlik_ts     0.058272   0.010241   5.690 9.40e-08 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.134 on 118 degrees of freedom
Multiple R-squared:  0.5144,	Adjusted R-squared:  0.5021 
F-statistic: 41.67 on 3 and 118 DF,  p-value: < 2.2e-16
In [30]:
CV_data <- data.frame(rbind(CV(tslm_unemployment_rate_1), CV(tslm_unemployment_rate_2), CV(tslm_unemployment_rate_3)))
CV_data
A data.frame: 3 × 5
CVAICAICcBICAdjR2
<dbl><dbl><dbl><dbl><dbl>
1.42938736.2980137.2804655.926160.5111465
1.38364534.4613535.1917851.285480.5146754
1.31068036.6257637.1430050.645870.5020789
In [31]:
autoplot(unemployment_rate_ts, series = "Actual Data") + 
  autolayer(fitted(tslm_unemployment_rate_2), series = "Model Result")
In [32]:
checkresiduals(tslm_unemployment_rate_1)
checkresiduals(tslm_unemployment_rate_2)
checkresiduals(tslm_unemployment_rate_3)
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 86.587, df = 24, p-value = 5.253e-09
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 86.204, df = 24, p-value = 6.069e-09
	Breusch-Godfrey test for serial correlation of order up to 24

data:  Residuals from Linear regression model
LM test = 86.535, df = 24, p-value = 5.358e-09
In [33]:
df_unemployment_rate[,"Residuals"] <- as.numeric(residuals(tslm_unemployment_rate_2))
ggplot(df_M1, aes(x = fitted(tslm_unemployment_rate_2), y = Residuals)) + geom_point()
Don't know how to automatically pick scale for object of type <ts>. Defaulting
to continuous.